Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.575 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48095.04 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Anic Portfolio¶

Today¶

Return: 1.148 %¶

This Week¶

Return: 1.148 %¶

Total¶

Return: 57.398 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.380000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 1.660000 3187.600000 216.600000 7.290000 2971.000006
Corem Property Group B 59 7.340000 690.300000 113.300000 19.640000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.110000 455.200000 100.200000 28.230000 355.000000
HMS Networks 2 0.790000 717.600000 44.600000 6.630000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.290000 1692.000000 38.000000 2.300000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Midsona B 63 2.230000 605.430000 22.430000 3.850000 582.999984
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
OEM International B 7 1.960000 547.400000 19.400000 3.670000 527.999997
Nordea Bank Abp 29 0.660000 3471.880000 17.880000 0.520000 3453.999992
Intrum 4 2.250000 544.400000 17.400000 3.300000 527.000000
Coor Service Management Hold. 8 0.370000 548.000000 16.000000 3.010000 532.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
CTEK 13 5.420000 546.000000 12.000000 2.250000 533.999999
Norva24 Group 16 0.170000 554.240000 11.240000 2.070000 543.000000
Resurs Holding 22 0.040000 585.200000 11.200000 1.950000 573.999998
AcadeMedia 12 0.640000 564.960000 7.960000 1.430000 557.000004
Essity B 2 0.800000 581.000000 7.000000 1.220000 574.000000
Handelsbanken A 5 0.500000 548.500000 2.500000 0.460000 546.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 0.560000 564.150000 0.150000 0.030000 564.000000
Securitas B 6 0.890000 568.680000 -1.320000 -0.230000 570.000000
SAAB B 8 1.630000 3336.000000 -41.000000 -1.210000 3377.000000
International Petroleum Corp. 5 3.270000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.260000 545.560000 -67.440000 -11.000000 612.999432
OX2 18 -2.050000 1503.000000 -161.000000 -9.680000 1663.999992
Axfood 13 0.770000 3582.800000 -173.200000 -4.610000 3756.000001
Fasadgruppen Group 35 0.000000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 0.350000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46684.100000 -204.470000 -1.13286% 46888.564618

Updated:¶

'2023-01-16 16:49:22.344087'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶